Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 316,747 CHF | 106,082 CHF | 98.50% | 98.50% |
15/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 315,353 CHF | 105,618 CHF | 98.31% | 98.31% |
14/05/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 318,121 CHF | 106,540 CHF | 99.36% | 99.36% |
13/05/2024 | 0.46% | 2.10 CHF | 2.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 325,470 CHF | 108,990 CHF | 98.93% | 98.93% |
10/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 333,994 CHF | 111,831 CHF | 99.23% | 99.23% |
08/05/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 351,478 CHF | 117,659 CHF | 98.60% | 98.60% |
07/05/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 406,989 CHF | 136,163 CHF | 94.69% | 94.69% |
06/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 418,329 CHF | 139,943 CHF | 99.37% | 99.37% |
03/05/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 393,937 CHF | 131,812 CHF | 99.27% | 99.27% |
02/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 393,882 CHF | 131,794 CHF | 99.36% | 99.36% |